When viewing photos grouped by not-a-collection ("all photos" or from the Folder panel), there is a corner icon that will appear for photos that are in a collection. However, this is probably not that convenient for what you are doing.
Thanks. I have been using that technique but it is very time consuming. I was hoping there was a better way to do this.
Go to GRID view
Go to EDIT/SELECT NONE
Select ALL your collections in GRID view in the Collections panel
Go to EDIT/SELECT ALL
Select ALL PHOTOGRAPHS
Go to EDIT/INVERT SELECTION
All the photos now selected are NOT in a collection.
Thanks, that helped.